Optimization for simulation: LAD accelerator

Optimization for simulation: LAD accelerator

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Article ID: iaor20117901
Volume: 188
Issue: 1
Start Page Number: 285
End Page Number: 305
Publication Date: Aug 2011
Journal: Annals of Operations Research
Authors: ,
Keywords: optimization
Abstract:

The goal of this paper is to address the problem of evaluating the performance of a system running under unknown values for its stochastic parameters. A new approach called LAD for Simulation, based on simulation and classification software, is presented. It uses a number of simulations with very few replications and records the mean value of directly measurable quantities (called observables). These observables are used as input to a classification model that produces a prediction for the performance of the system. Application to an assemble‐to‐order system from the literature is described and detailed results illustrate the strength of the method.

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